Pages that link to "Item:Q5256116"

The following pages link to Generalized Thresholding of Large Covariance Matrices (Q5256116):

Displaying 50 items.

• Penalized model-based clustering with unconstrained covariance matrices (Q1952033) (← links)
• Weighted covariance matrix estimation (Q2002720) (← links)
• Bayesian structure learning in graphical models (Q2018602) (← links)
• Nonparametric estimation of large covariance matrices with conditional sparsity (Q2024473) (← links)
• Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix (Q2034455) (← links)
• Estimation of autocovariance matrices for high dimensional linear processes (Q2036316) (← links)
• Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis (Q2057848) (← links)
• Estimating high-dimensional covariance and precision matrices under general missing dependence (Q2074279) (← links)
• The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate (Q2079610) (← links)
• Regularized factor portfolio for cross-sectional multifactor models (Q2082324) (← links)
• High-dimensional correlation matrix estimation for general continuous data with Bagging technique (Q2102349) (← links)
• A factor-GARCH model for high dimensional volatilities (Q2155653) (← links)
• Robust sparse covariance estimation by thresholding Tyler's M-estimator (Q2176609) (← links)
• A fast iterative algorithm for high-dimensional differential network (Q2184396) (← links)
• Double-slicing assisted sufficient dimension reduction for high-dimensional censored data (Q2215728) (← links)
• Inference on the change point under a high dimensional sparse mean shift (Q2219223) (← links)
• Bootstrapping factor models with cross sectional dependence (Q2227057) (← links)
• Maximum pairwise Bayes factors for covariance structure testing (Q2233577) (← links)
• An efficient numerical method for condition number constrained covariance matrix approximation (Q2242067) (← links)
• High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood (Q2252887) (← links)
• NOVELIST estimator of large correlation and covariance matrices and their inverses (Q2273174) (← links)
• Spatial disease mapping using directed acyclic graph auto-regressive (DAGAR) models (Q2290712) (← links)
• A large covariance matrix estimator under intermediate spikiness regimes (Q2293542) (← links)
• Ultrahigh dimensional precision matrix estimation via refitted cross validation (Q2295804) (← links)
• Exponent of cross-sectional dependence for residuals (Q2297944) (← links)
• Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
• A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables (Q2323372) (← links)
• An empirical estimator for the sparsity of a large covariance matrix under multivariate normal assumptions (Q2352445) (← links)
• SURE-tuned tapering estimation of large covariance matrices (Q2361207) (← links)
• Large covariance estimation through elliptical factor models (Q2413594) (← links)
• On the penalized maximum likelihood estimation of high-dimensional approximate factor model (Q2418076) (← links)
• D-trace estimation of a precision matrix using adaptive lasso penalties (Q2418368) (← links)
• Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage (Q2418516) (← links)
• Sparse covariance matrix estimation in high-dimensional deconvolution (Q2419664) (← links)
• Covariance selection by thresholding the sample correlation matrix (Q2438493) (← links)
• Design-free estimation of variance matrices (Q2451793) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• Sparse and low-rank covariance matrix estimation (Q2516376) (← links)
• High dimensional minimum variance portfolio estimation under statistical factor models (Q2658801) (← links)
• Matrix means and a novel high-dimensional shrinkage phenomenon (Q2676932) (← links)
• Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data (Q2682965) (← links)
• Structural inference in sparse high-dimensional vector autoregressions (Q2697986) (← links)
• Regularized Parameter Estimation in High-Dimensional Gaussian Mixture Models (Q3016190) (← links)
• Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (Q3107199) (← links)
• A panorama of positivity. II: Fixed dimension (Q3295975) (← links)
• An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation (Q4558538) (← links)
• Pre-averaging estimate of high dimensional integrated covariance matrix with noisy and asynchronous high-frequency data (Q4569339) (← links)
• Embracing the Blessing of Dimensionality in Factor Models (Q4690965) (← links)
• Positive-Definite ℓ₁-Penalized Estimation of Large Covariance Matrices (Q4904725) (← links)
• Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection (Q4916473) (← links)